If you can open and save a file you can figure this out as it's quite straight forward

GoZ is built into ZBrush since ZBrush 4 came out. The button is in the Tool Palette
GoZ ZBrush -> Maya
To use it select the tool in ZBrush and click GoZ in the Tool palette. Maya will open with the mesh

GoZ Maya -> ZBrush
Select the mesh and click the GoZ button on your shelf.
The shelf is put there when you install ZB4 assuming you told it to do that.
If it's not then you'll have to find the script and put it there

I think when using obj there's something you have to turn off. Select options when you export from maya and turn off everything other than normals. I don't remember what it is you turn off but that was my last setting for it...

There might be something special to go between maya and mudbox but i've never used mudbox for more than a few minutes on someone elses computer. But given that they are both autodesk products now there might be something. Like, mudbox could probably open fbx files, which I hear is common between autodesk products